I disagree with some of the above posters. Withholding tax absolutely is a tax paid by the OP, however it is collected and remitted to the Thai Revenue Department on his behalf by his bank.
Withholding tax is money that belongs to the OP. It is remitted to the Revenue Department who hold the money on account until the end of the tax year. At this point, if the OP submits a PND91 the withheld tax will be credited against tax the OP owes.
The issue with getting paper documentation of this from the Revenue Office is that his bank will submit a computerised ledger with all witholding tax amounts for all accounts, which runs into millions of lines of data. Further, the data will all be in Thai.
Would a statement be good enough? It will show INT interest paid, then the following line will be WHT withholding tax?